Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.80% | 102.33 % | 103.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,825 CHF | 257,875 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.32 % | 103.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,794 CHF | 257,844 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.27 % | 103.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,635 CHF | 257,685 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.23 % | 103.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,575 CHF | 257,625 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.22 % | 103.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,578 CHF | 257,628 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.21 % | 103.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,514 CHF | 257,564 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.28 % | 103.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,701 CHF | 257,751 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.26 % | 103.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,649 CHF | 257,699 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.21 % | 103.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,479 CHF | 257,529 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.11 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,307 CHF | 257,357 CHF | 100.00% | 100.00% |